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Perfect Simulation of Vervaat Perpetuities

  
@article{EJP734,
	author = {James Fill and Mark Huber},
	title = {Perfect Simulation of Vervaat Perpetuities},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {15},
	year = {2010},
	keywords = {Perfect simulation; Markov chain; coupling into and from the past; dominating chain; multigamma coupler; perpetuity; Vervaat perpetuities; Quickselect; Dickman distribution},
	abstract = {We use coupling into and from the past to sample perfectly in a simple and provably fast fashion from the Vervaat family of perpetuities. The family includes the Dickman distribution, which arises both in number theory and in the analysis of the Quickselect algorithm (the motivation for our work).},
	pages = {no. 4, 96-109},
	issn = {1083-6489},
	doi = {10.1214/EJP.v15-734},    
        url = {http://ejp.ejpecp.org/article/view/734}}